diff options
| -rw-r--r-- | NAMESPACE | 2 | ||||
| -rw-r--r-- | R/preprocess.R | 18 |
2 files changed, 10 insertions, 10 deletions
@@ -17,7 +17,6 @@ S3method(plot,estpoly) S3method(plot,idframe) S3method(plot,idfrd) S3method(plot,impulseest) -S3method(predict,detrend) S3method(predict,estpoly) S3method(print,estpoly) S3method(print,idpoly) @@ -66,6 +65,7 @@ export(residplot) export(sim) export(spa) export(step) +export(trendInfo) import(bitops) import(ggplot2) import(polynom) diff --git a/R/preprocess.R b/R/preprocess.R index 56c8852..429328b 100644 --- a/R/preprocess.R +++ b/R/preprocess.R @@ -27,29 +27,29 @@ detrend <- function(x,type=0){ z <- x reg <- time(x) - if(class(type)=="trendInfo"){ + if(class(type)=="trendInfo"){ # remove custom trend if(nOutputSeries(x)!=0){ - fit <- type$OutputOffset + type$OutputSlope* - matrix(rep(reg,nOutputSeries(x)),ncol=nOutputSeries(x)) + fit <- sweep(sweep(matrix(rep(reg,nOutputSeries(x)),ncol=nOutputSeries(x)), + 2,type$OutputSlope,"*"),2,type$OutputOffset,"+") z$output <- x$output-fit } if(nInputSeries(x)!=0){ - fit <- type$InputOffset + type$InputSlope* - matrix(rep(reg,nInputSeries(x)),ncol=nInputSeries(x)) + fit <- sweep(sweep(matrix(rep(reg,nInputSeries(x)),ncol=nInputSeries(x)), + 2,type$InputSlope,"*"),2,type$InputOffset,"+") z$input <- x$input-fit } tinfo <- type - } else if(type == 0){ + } else if(type == 0){ # remove means tinfo <- trendInfo() if(nOutputSeries(x)!=0){ outputData(z) <- apply(outputData(x),2,scale,T,F) - tinfo$OutputOffset <- colMeans(z$output) + tinfo$OutputOffset <- colMeans(x$output) tinfo$OutputSlope <- rep(0,nOutputSeries(x)) } if(nInputSeries(x)!=0){ inputData(z) <- apply(inputData(x),2,scale,T,F) - tinfo$InputOffset <- colMeans(z$input) + tinfo$InputOffset <- colMeans(x$input) tinfo$InputSlope <- rep(0,nInputSeries(x)) } } else if(type==1){ @@ -83,7 +83,7 @@ detrend <- function(x,type=0){ } else{ stop("Error: Invalid trend type") } - list(Z,tinfo) + list(z,tinfo) } #' @export |